gloomberb 0.17.1 → 0.17.3

package/src/cli/commands/options-chain.ts

@@ -1,4 +1,4 @@
-import type { OptionContract, OptionsChain, Quote } from "../../types/financials";
+import type { OptionContract, OptionsChain, Quote, TickerFinancials } from "../../types/financials";
 import type { DataProvider } from "../../types/data-provider";
 import type { CliListing } from "../listing-arg";
 import { cliStyles, cliTerminalWidth, wrapText } from "../../utils/cli-output";
@@ -9,10 +9,10 @@ import {
   formatModelSpotPrice, modelSpotLabel, optionModelSpot, type OptionModelSpot,
 } from "../../plugins/builtin/options/model-spot";
 import {
-  chainOpenInterestAsOf, loadListedOpenInterest, openInterestAsOfLabel, type OpenInterestAsOf,
+  chainOpenInterestAsOf, loadListedOpenInterest, openInterestAsOfLabel, type OpenInterestAsOf, statedOpenInterestAsOf,
 } from "../../plugins/builtin/options/open-interest-as-of";
 import { DEFAULT_OPTION_CALC_DRAFT } from "../../plugins/builtin/options-calculator/model";
-import { expiryIsoDate, missingExpiryText, parseOptionExpiration } from "../../utils/option-expiry";
+import { expiryIsoDate, parseOptionExpiration } from "../../utils/option-expiry";
 
 export const OPTIONS_USAGE = "options <symbol> [--expiration <YYYY-MM-DD|unix>]";
 
@@ -29,22 +29,6 @@ function listedDates(expirations: readonly number[]): string[] {
   return [...new Set(expirations.map((expiration) => expiryIsoDate(expiration)).filter(Boolean))].sort();
 }
 
-/**
- * Why a chain request for one expiry came back without contracts, and which
- * expiries it could have been: the few nearest the requested date, so a typo or
- * an unlisted LEAPS date points at the neighbours to pick.
- */
-export function missingExpiryMessage(
-  symbol: string,
-  requested: number,
-  expirations: readonly number[],
-): { message: string; details?: string } {
-  return {
-    message: missingExpiryText(requested, expirations, symbol),
-    details: `Run gloomberb options ${symbol} to list every expiry (--json carries them too).`,
-  };
-}
-
 const EXPIRY_LIST_LIMIT = 40;
 const EXPIRY_LIST_WIDTH = 100;
 const EXPIRY_GAP = 2;
@@ -113,16 +97,30 @@ function optionModelFigures(chain: OptionsChain, inputs: OptionModelInputs): Map
   return figures;
 }
 
-/** Spot and dividend yield for IV and delta, read from the underlying the way the options pane does; missing ones stay missing. */
+/** The underlying's financials, as DES reads them: its dividend yield, ex-dividend date and next report. Null when they cannot be read. */
+export function loadUnderlyingFinancials(
+  dataProvider: Pick<DataProvider, "getTickerFinancials">,
+  listing: CliListing,
+  refresh: boolean,
+): Promise<TickerFinancials | null> {
+  return Promise.resolve().then(() => dataProvider.getTickerFinancials(
+    listing.request.symbol, listing.request.exchange, { cacheMode: refresh ? "refresh" : "default" },
+  )).catch(() => null);
+}
+
+/**
+ * Spot and dividend yield for IV and delta, read from the underlying the way the
+ * options pane does; missing ones stay missing. `financials` shares one read of
+ * them with a caller that needs more of them.
+ */
 export async function loadOptionModelInputs(
   dataProvider: Pick<DataProvider, "getTickerFinancials">,
   listing: CliListing,
   quote: Promise<Quote | null>,
   refresh: boolean,
+  underlying: Promise<TickerFinancials | null> = loadUnderlyingFinancials(dataProvider, listing, refresh),
 ): Promise<OptionModelInputs> {
-  const financials = await Promise.resolve().then(() => dataProvider.getTickerFinancials(
-    listing.request.symbol, listing.request.exchange, { cacheMode: refresh ? "refresh" : "default" },
-  )).catch(() => null);
+  const financials = await underlying;
   const current = [await quote, financials?.quote]
     .find((candidate) => candidate && candidate.stale !== true && isFiniteNumber(candidate.price) && candidate.price > 0);
   const dividendYield = financials?.fundamentals?.dividendYield;
@@ -161,21 +159,19 @@ export function valueChainAtModelSpot(
   };
 }
 
-/** The open-interest date of the chain's expiry, from OPX's listing of it; null when the listing cannot be read. */
-export async function loadOptionsChainOpenInterest(
-  symbol: string, chain: OptionsChain, listed?: ReturnType<typeof loadListedOpenInterest> | null,
-): Promise<OpenInterestAsOf | null> {
+/**
+ * The open-interest date of the chain's expiry: the chain's own, else (a chain
+ * that does not say) from OPX's listing of it; null when the listing cannot be read.
+ */
+export async function loadOptionsChainOpenInterest(symbol: string, chain: OptionsChain): Promise<OpenInterestAsOf | null> {
+  const stated = statedOpenInterestAsOf(chain);
+  if (stated) return stated;
   const expiration = [...chain.calls, ...chain.puts][0]?.expiration;
   if (expiration == null) return null;
-  const payload = await (listed ?? loadListedOpenInterest(symbol, expiryIsoDate(expiration)));
+  const payload = await loadListedOpenInterest(symbol, expiryIsoDate(expiration));
   return payload ? chainOpenInterestAsOf(chain, payload) : null;
 }
 
-/** OPX's listing of an expiry, requested while the chain loads. */
-export function requestListedOpenInterest(symbol: string, expiration: number) {
-  return loadListedOpenInterest(symbol, expiryIsoDate(expiration));
-}
-
 /**
  * The line under the chain: `Greeks at spot 89.79 (close Mon 12 Oct 20:00 UTC), dividend yield 2.34%, rate 4% · OI as of Fri 9 Oct`.
  * An open interest whose date cannot be established says why.